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The L1-regularized Gaussian maximum likelihood estimator (MLE) has been shown to have strong statistical guarantees in recovering a sparse inverse covariance matrix, or alternatively the underlying graph structure of a Gaussian Markov…

Machine Learning · Computer Science 2013-06-14 Cho-Jui Hsieh , Matyas A. Sustik , Inderjit S. Dhillon , Pradeep Ravikumar

Low-distortion embeddings are critical building blocks for developing random sampling and random projection algorithms for linear algebra problems. We show that, given a matrix $A \in \R^{n \times d}$ with $n \gg d$ and a $p \in [1, 2)$,…

Data Structures and Algorithms · Computer Science 2013-03-22 Xiangrui Meng , Michael W. Mahoney

The idea that many important classes of signals can be well-represented by linear combinations of a small set of atoms selected from a given dictionary has had dramatic impact on the theory and practice of signal processing. For practical…

Information Theory · Computer Science 2015-03-18 Quan Geng , Huan Wang , John Wright

Recent findings by Jahn, T. Ullrich, Voigtlaender [10] relate non-linear sampling numbers for the square norm to quantities involving trigonometric best $m-$term approximation errors in the uniform norm. Here we establish new results for…

Numerical Analysis · Mathematics 2024-07-24 Moritz Moeller , Serhii Stasyuk , Tino Ullrich

In this paper, we study randomized reduction methods, which reduce high-dimensional features into low-dimensional space by randomized methods (e.g., random projection, random hashing), for large-scale high-dimensional classification.…

Machine Learning · Computer Science 2015-07-21 Tianbao Yang , Lijun Zhang , Rong Jin , Shenghuo Zhu

The Johnson-Lindenstrauss (JL) lemma allows subsets of a high-dimensional space to be embedded into a lower-dimensional space while approximately preserving all pairwise Euclidean distances. This important result has inspired an extensive…

Data Structures and Algorithms · Computer Science 2025-01-27 Edem Boahen , March T. Boedihardjo , Rafael Chiclana , Mark Iwen

We study the problem of list-decodable sparse mean estimation. Specifically, for a parameter $\alpha \in (0, 1/2)$, we are given $m$ points in $\mathbb{R}^n$, $\lfloor \alpha m \rfloor$ of which are i.i.d. samples from a distribution $D$…

Data Structures and Algorithms · Computer Science 2024-07-08 Ilias Diakonikolas , Daniel M. Kane , Sushrut Karmalkar , Ankit Pensia , Thanasis Pittas

Embeddings play a pivotal role across various disciplines, offering compact representations of complex data structures. Randomized methods like Johnson-Lindenstrauss (JL) provide state-of-the-art and essentially unimprovable theoretical…

Machine Learning · Statistics 2024-12-11 Nikos Tsikouras , Constantine Caramanis , Christos Tzamos

Solving l1 regularized optimization problems is common in the fields of computational biology, signal processing and machine learning. Such l1 regularization is utilized to find sparse minimizers of convex functions. A well-known example is…

Numerical Analysis · Computer Science 2016-07-04 Eran Treister , Javier S. Turek , Irad Yavneh

Sparsity and rank functions are important ways of regularizing under-determined linear systems. Optimization of the resulting formulations is made difficult since both these penalties are non-convex and discontinuous. The most common remedy…

Optimization and Control · Mathematics 2019-01-01 Carl Olsson , Marcus Carlsson , Daniele Gerosa

We consider the problem of reconstructing an infinite set of sparse, finite-dimensional vectors, that share a common sparsity pattern, from incomplete measurements. This is in contrast to the work [17], where the single vector signal can be…

Optimization and Control · Mathematics 2021-11-29 Nick Dexter , Hoang Tran , Clayton Webster

This article provides a new type of analysis of a compressed-sensing based technique for recovering column-sparse matrices, namely minimization of the $\ell_{1,2}$-norm. Rather than providing conditions on the measurement matrix which…

Numerical Analysis · Computer Science 2016-09-09 Axel Flinth

Suppose the data consist of a set $S$ of points $x_j$, $1\leq j \leq J$, distributed in a bounded domain $D\subset R^N$, where $N$ is a large number. An algorithm is given for finding the sets $L_k$ of dimension $k\ll N$, $k=1,2,...K$, in a…

Machine Learning · Statistics 2009-02-26 A. G. Ramm

We consider the problem of estimating the parameters of a Gaussian or binary distribution in such a way that the resulting undirected graphical model is sparse. Our approach is to solve a maximum likelihood problem with an added l_1-norm…

Artificial Intelligence · Computer Science 2007-07-06 Onureena Banerjee , Laurent El Ghaoui , Alexandre d'Aspremont

Allen-Zhu, Gelashvili, Micali, and Shavit construct a sparse, sign-consistent Johnson-Lindenstrauss distribution, and prove that this distribution yields an essentially optimal dimension for the correct choice of sparsity. However, their…

Data Structures and Algorithms · Computer Science 2019-10-01 Meena Jagadeesan

Many practical problems can be formulated as l0-minimization problems with nonnegativity constraints, which seek the sparsest nonnegative solutions to underdetermined linear systems. Recent study indicates that l1-minimization is efficient…

Optimization and Control · Mathematics 2013-12-17 Yun-Bin Zhao

Goemans showed that any $n$ points $x_1, \dotsc x_n$ in $d$-dimensions satisfying $\ell_2^2$ triangle inequalities can be embedded into $\ell_{1}$, with worst-case distortion at most $\sqrt{d}$. We extend this to the case when the points…

Data Structures and Algorithms · Computer Science 2015-12-15 Amit Deshpande , Prahladh Harsha , Rakesh Venkat

The field of compressed sensing has become a major tool in high-dimensional analysis, with the realization that vectors can be recovered from relatively very few linear measurements as long as the vectors lie in a low-dimensional structure,…

Information Theory · Computer Science 2020-04-30 Pete Casazza , Xuemei Chen , Richard Lynch

We study the recovery of sparse vectors from subsampled random convolutions via $\ell_1$-minimization. We consider the setup in which both the subsampling locations as well as the generating vector are chosen at random. For a subgaussian…

Information Theory · Computer Science 2018-03-28 Shahar Mendelson , Holger Rauhut , Rachel Ward

Many latent-variable applications, including community detection, collaborative filtering, genomic analysis, and NLP, model data as generated by low-rank matrices. Yet despite considerable research, except for very special cases, the number…

Machine Learning · Computer Science 2020-10-02 Ayush Jain , Alon Orlitsky